Performance analysis of EIDP (CTA-P-A)
Annual Return
Over the past 3 years, CTA-P-A has had an average annual return of +2.93%, underperforming the benchmark SPY, which returned +19.27% annual.
Over the past 5 years, CTA-P-A has had an average annual return of -5.76%, underperforming the benchmark SPY, which returned +12.50% annual.
Over the past 10 years, CTA-P-A has had an average annual return of -0.33%, underperforming the benchmark SPY, which returned +14.90% annual.
Since Jul 1, 2002, CTA-P-A has had an average annual return of +3.20%, underperforming the benchmark SPY, which returned +10.80% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +4.13% | +3.99% | +5.13% | -4.96% | -30.88% | +10.77% | +5.41% | +19.66% | -14.08% | +9.81% | +16.88% | -0.13% |
| 2014 | 2002 | ||||||||||
| +85.39% | +0% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.16% | -0.24% | +0.48% | +0.81% | +0.10% | -0.40% | +1.18% | +4.13% | |||||
| 2025 | +3.78% | +4.42% | -2.97% | +1.11% | -5.26% | +1.93% | +0.05% | +3.03% | -0.18% | +0.02% | -1.95% | +0.37% | +3.99% |
| 2024 | +3.11% | -0.09% | +1.92% | -3.59% | -0.09% | +0.31% | +3.91% | +11.34% | +5.25% | -4.31% | -4.35% | -7.02% | +5.13% |
| 2023 | +9.15% | -2.58% | -1.18% | -0.22% | -0.47% | -4.08% | +0.16% | -2.67% | -1.44% | -8.03% | +3.84% | +3.50% | -4.96% |
| 2022 | -1.31% | -11.11% | -2.44% | -12.90% | +0.59% | +11.16% | -5.13% | -0.72% | -2.27% | -2.31% | -9.05% | +1.40% | -30.88% |
| 2021 | -1.80% | -0.05% | +5.89% | -0.73% | +0.87% | +6.32% | -2.69% | +1.99% | +0.50% | -0.59% | -0.23% | +1.19% | +10.77% |
| 2020 | -0.17% | -2.89% | -5.06% | +2.72% | -4.53% | +3.46% | +5.83% | +1.19% | +0.62% | +1.24% | +2.66% | +0.80% | +5.41% |
| 2019 | +7.78% | +0.86% | +0.61% | +3.14% | -3.23% | +1.22% | +1.72% | +1.01% | -0.42% | +2.55% | +0.49% | +2.70% | +19.66% |
| 2018 | -1.28% | -3.25% | -1.57% | +1.43% | -1.37% | +1.50% | +0.42% | -1.19% | -1.03% | -1.14% | -1.87% | -5.53% | -14.08% |
| 2017 | +2.38% | -1.35% | +0.92% | +5.74% | -2.28% | -1.78% | +1.91% | +1.61% | +0% | +0.30% | +0.57% | +1.63% | +9.81% |
Drawdown analysis of EIDP (CTA-P-A)
The maximum drawdown for the CTA-P-A was -40.28%, occurring on Oct 31, 2023. This drawdown has not yet recovered.
The current CTA-P-A drawdown is -26.93%.
Since Jul 1, 2002 CTA-P-A has experienced the following drawdowns:
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 1 time
- 10% or more: 5 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.28% | Jul 27, 2021 | 570 | Oct 31, 2023 | Ongoing | Ongoing | Ongoing |
| -17.56% | Jan 21, 2020 | 50 | Apr 1, 2020 | 132 | Oct 8, 2020 | 182 |
| -16.26% | Dec 19, 2017 | 257 | Dec 28, 2018 | 248 | Dec 26, 2019 | 505 |
| -11.73% | Jul 21, 2015 | 109 | Dec 23, 2015 | 87 | Apr 29, 2016 | 196 |
| -10.02% | Nov 26, 2014 | 21 | Dec 29, 2014 | 40 | Feb 26, 2015 | 61 |
| -8.85% | Oct 11, 2016 | 38 | Dec 5, 2016 | 97 | Apr 26, 2017 | 135 |
| -6.73% | Apr 27, 2015 | 14 | May 15, 2015 | 45 | Jul 21, 2015 | 59 |
| -6.47% | Apr 27, 2017 | 44 | Jun 29, 2017 | 50 | Sep 11, 2017 | 94 |
| -5.47% | Jun 15, 2021 | 5 | Jun 22, 2021 | 11 | Jul 8, 2021 | 16 |
| -5.34% | Sep 11, 2017 | 7 | Sep 20, 2017 | 36 | Nov 9, 2017 | 43 |
| -4.51% | Oct 8, 2020 | 3 | Oct 13, 2020 | 41 | Dec 10, 2020 | 44 |
| -4.46% | Apr 9, 2021 | 19 | May 6, 2021 | 19 | Jun 3, 2021 | 38 |
| -4.39% | Aug 3, 2016 | 44 | Oct 5, 2016 | 4 | Oct 11, 2016 | 48 |
| -3.93% | Feb 8, 2021 | 10 | Feb 23, 2021 | 16 | Mar 17, 2021 | 26 |
| -3.80% | Oct 17, 2014 | 7 | Oct 28, 2014 | 6 | Nov 5, 2014 | 13 |
| -3.59% | Oct 1, 2014 | 5 | Oct 8, 2014 | 7 | Oct 17, 2014 | 12 |
| -3.50% | Dec 22, 2020 | 21 | Jan 25, 2021 | 10 | Feb 8, 2021 | 31 |
| -3.18% | Feb 26, 2015 | 4 | Mar 4, 2015 | 19 | Mar 31, 2015 | 23 |
| -3.14% | Jun 8, 2016 | 9 | Jun 21, 2016 | 8 | Jul 1, 2016 | 17 |
| -3.05% | Nov 9, 2017 | 18 | Dec 6, 2017 | 5 | Dec 13, 2017 | 23 |
| -2.89% | Jul 8, 2021 | 11 | Jul 23, 2021 | 2 | Jul 27, 2021 | 13 |
| -2.83% | Jul 8, 2016 | 12 | Jul 26, 2016 | 6 | Aug 3, 2016 | 18 |
| -2.77% | Mar 31, 2015 | 4 | Apr 7, 2015 | 7 | Apr 16, 2015 | 11 |
| -2.20% | Dec 15, 2020 | 1 | Dec 16, 2020 | 4 | Dec 22, 2020 | 5 |
| -2.20% | Apr 29, 2016 | 2 | May 3, 2016 | 6 | May 11, 2016 | 8 |